Details about Stanislav Anatolyev

Access statistics for papers by Stanislav Anatolyev.

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Short-id: pan48

Working Papers

2007

1. Inference about predictive ability when there are many predictors
   Working Papers, Center for Economic and Financial Research (CEFIR)
2. Instrumental Variables Estimation of Heteroskedastic Linear Models Using All Lags of Instruments
   NBER Technical Working Papers, National Bureau of Economic Research, Inc View citations
   Also in
   Working papers, Wisconsin Madison - Social Systems (2001)
   NBER Working Papers, National Bureau of Economic Research, Inc (2007)
3. Modeling Financial Return Dynamics by Decomposition
   Working Papers, Center for Economic and Financial Research (CEFIR)

2006

4. Dynamic modeling under linear-exponential loss
   Working Papers, Center for Economic and Financial Research (CEFIR)
5. Nonparametric retrospection and monitoring of predictability of financial returns
   Working Papers, Center for Economic and Financial Research (CEFIR) View citations
6. Tests in contingency tables as regression tests
   Working Papers, Center for Economic and Financial Research (CEFIR)
7. Trade intensity in the Russian stock market:dynamics, distribution and determinants
   Working Papers, Center for Economic and Financial Research (CEFIR)
   See Also Journal Article in Applied Financial Economics (2007)

2005

8. A ten-year retrospection of the behavior of Russian stock returns
   BOFIT Discussion Papers, Bank of Finland, Institute for Economies in Transition View citations
9. Optimal Instruments in Time Series: A Survey
   Working Papers, Center for Economic and Financial Research (CEFIR)
   See Also Journal Article in Journal of Economic Surveys (2007)

1999

10. Feasible Optimal Instrumental Variables Estimation of Linear Models with Moving Average Disturbances
    Departmental Working Papers, Chinese University of Hong Kong, Department of Economics
    Also in
    Working papers, Wisconsin Madison - Social Systems (1999)

Journal Articles

2008

1. A 10-year retrospective on the determinants of Russian stock returns
   Research in International Business and Finance, 2008, 22, (1), 56-67
2. Making econometric reports (in Russian)
   Quantile, 2008, (4), 71-78
3. Method-of-moments estimation and choice of instruments: Numerical computations
   Economics Letters, 2008, 100, (2), 217-220

2007

4. OPTIMAL INSTRUMENTS IN TIME SERIES: A SURVEY
   Journal of Economic Surveys, 2007, 21, (1), 143-173
   See Also Working Paper (2005)
5. Optimal instruments (in Russian)
   Quantile, 2007, (2), 61-69
6. REDUNDANCY OF LAGGED REGRESSORS REVISITED
   Econometric Theory, 2007, 23, (02), 364-368 View citations
7. Review of English textbooks in econometrics (in Russian)
   Quantile, 2007, (3), 73-82
8. The basics of bootstrapping (in Russian)
   Quantile, 2007, (3), 1-12
9. Trade intensity in the Russian stock market: dynamics, distribution and determinants
   Applied Financial Economics, 2007, 17, (2), 87-104
   See Also Working Paper (2006)
10. Using All Observations when Forecasting under Structural Breaks
    Finnish Economic Papers, 2007, 20, (2), 166-176

2006

11. Kernel estimation under linear-exponential loss
    Economics Letters, 2006, 91, (1), 39-43 View citations
12. Testing for predictability (in Russian)
    Quantile, 2006, (1), 39-42

2005

13. A Trading Approach to Testing for Predictability
    Journal of Business & Economic Statistics, 2005, 23, 455-461 View citations
14. AN ALTERNATIVE TO MAXIMUM LIKELIHOOD BASED ON SPACINGS
    Econometric Theory, 2005, 21, (02), 472-476
15. GMM, GEL, Serial Correlation, and Asymptotic Bias
    Econometrica, 2005, 73, (3), 983-1002 View citations

2004

16. Inference when a nuisance parameter is weakly identified under the null hypothesis
    Economics Letters, 2004, 84, (2), 245-254

2003

17. 02.5.2. Durbin Watson Statistic and Random Individual Effects
    Econometric Theory, 2003, 19, (05), 882-883
18. 02.6.2. Autoregression and Redundant Instruments Solution
    Econometric Theory, 2003, 19, (06), 1197-1198
19. 03.1.2. Redundancy of Lagged Regressors in a Conditionally Heteroskedastic Time Series Regression
    Econometric Theory, 2003, 19, (01), 225-226
20. THE FORM OF THE OPTIMAL NONLINEAR INSTRUMENT FOR MULTIPERIOD CONDITIONAL MOMENT RESTRICTIONS
    Econometric Theory, 2003, 19, (04), 602-609
21. The term structure of Russian interest rates
    Applied Economics Letters, 2003, 10, (13), 867-870 View citations

2002

22. Electoral behavior of US counties: a panel data approach
    Economics Bulletin, 2002, 3, (9), 1-10
23. Markov chain approximation in bootstrapping autoregressions
    Economics Bulletin, 2002, 3, (19), 1-8

1999

24. Nonparametric estimation of nonlinear rational expectation models
    Economics Letters, 1999, 62, (1), 1-6

Editor

1. Quantile
   Quantile